2004
DOI: 10.1002/cem.882
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Adaptation of the Vogt–Mizaikoff F‐test to determine the number of principal factors responsible for a data matrix and comparison with other popular methods

Abstract: The statistical method developed by Vogt and Mizaikoff for the purpose of determining the number of principal factors responsible for a given test vector is adapted to determine the rank of the data matrix, i.e. the number of principal factors responsible for the entire data matrix. The adapted method is compared with other well-established methods, namely the IND function, the Malinowski F-test and the Faber-Kowalski F-test, using real chemical data as well as modeled data.

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Cited by 14 publications
(17 citation statements)
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“…Estimates place this transition for the Malinowski’s F-test between signal-to-noise ratios of 10–100. 33 …”
Section: Theorymentioning
confidence: 99%
“…Estimates place this transition for the Malinowski’s F-test between signal-to-noise ratios of 10–100. 33 …”
Section: Theorymentioning
confidence: 99%
“…[20, 25] Through simulations of random matrices error REVs were determined not to follow a normal distribution when r and c deviated substantially from one another[24] which violate the assumption necessary for an F -test, but Malinowski’s F -test has been used successfully to estimate the rank of these “skinny” matrices in the literature. [25, 26]…”
Section: Theorymentioning
confidence: 99%
“…Various chemometric techniques such as the factor indicator function, F-tests for establishing significance levels, distribution of misfit, x 2 -tests, cross validation, etc., have been developed to estimate the rank of matrices in the absence of such information. Table I is a compilation of some of the more popular methods [2][3][4][5][6][7][8][9][10][11][12][13][14][15]. It lists the various selection criteria involved as well as comments concerning requirements, assumptions, limitations or applicability.…”
Section: Introductionmentioning
confidence: 99%